Any particular reason you need the data? I would suggest that if you're day trading, going back 5 years is going to be a bit of a waste. The (nearly) two years of data here has seen just about everything there is to see for daytraders. All that is missing is the raw OHLC data.
I contacted the people mentioned by Tray_dar and these are the replies I received (seems quitet reasonable):-
Our original data is in .omz format - tick and daily records, and can be used by both TradeStation 4.0 and 2000i to draw any time-frame charts, starting from tick.
We also have all data exported in ASCII format (.csv) - tick, 1min, 5min, 15min, 30min, 60min, daily, Eastern Standard Time, with the following fields:
Date, Time, Open, High, Low, Close, U, D
MM/DD/YYYY, hhmm, open, high, low, close, upticks, downticks
The last 2 columns "U" and "D" in the ASCII intraday files represent the number of up-ticks and down-ticks for the preceding time interval, in the daily data files these are V (Volume) and Open Interest (OI). These are not used for the tick data.
Our futures data is in continuous format - there is one file per symbol, named after the currently most active contract and containing data from the previous contracts for the time they were most active. We do this by always collecting data for the most active contract in one file and closely comparing the trading volume to the volume of the forthcoming contract. When the new contract becomes more active than the current one, we "rollover" by re-naming the file after the new monthly contract and resuming data collection for the new one, because it is now most active.
If you use MetaStock, we also provide MetaStock import ASCII formatted files (1min, 5min, 15min, 30min, 60min, daily).
All data formats and time frames are included in the prices quoted on our website. If you are ordering separate symbols, we would encourage you to specify the formats/time-frames you will actually need so that it takes you less time to download the files.
You may check the pricing of our 5 CD alternatives and you may purchase online over a secured connection from our web site: http://disktrading.is99.com/disktrading/
If you order online one of the CD packages we shall deliver it to you by courier /normally 2-4 days/ and shipping is free for you.
After we receive your order (by fax or mail) we will prepare your data for downloading, process your payment and e-mail you the download access info so that you can download your data.
Currently we offer all our customers free quarterly updates for a period of one year after the purchase.
We also offer end-of-day data service - for pricing and other info, please examine our service order form: http://disktrading.is99.com/disktrading/orderservice.doc
Data is delivered by e-mail and also uploaded to our server every day between 4:00 am and 8:30 am Eastern Time (except for Sundays).
AND REPLY 2:-
Intraday SP data include tick volume starting from the beginning of 2002.
No problem to send you data in ASCII format that you can view in Excel - just have in mind that Excel can open only up to 65535 rows of data so it will not be able to open the large files completely. But you can use a good text editor to open the files and copy/paste pieces of them - a very good choice is